| Trading Metrics calculated at close of trading on 11-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2012 |
11-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
13,088 |
13,088 |
0 |
0.0% |
12,917 |
| High |
13,120 |
13,232 |
112 |
0.9% |
13,080 |
| Low |
13,036 |
13,083 |
47 |
0.4% |
12,831 |
| Close |
13,116 |
13,207 |
91 |
0.7% |
13,071 |
| Range |
84 |
149 |
65 |
77.4% |
249 |
| ATR |
122 |
124 |
2 |
1.6% |
0 |
| Volume |
2,245 |
4,604 |
2,359 |
105.1% |
4,664 |
|
| Daily Pivots for day following 11-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,621 |
13,563 |
13,289 |
|
| R3 |
13,472 |
13,414 |
13,248 |
|
| R2 |
13,323 |
13,323 |
13,234 |
|
| R1 |
13,265 |
13,265 |
13,221 |
13,294 |
| PP |
13,174 |
13,174 |
13,174 |
13,189 |
| S1 |
13,116 |
13,116 |
13,193 |
13,145 |
| S2 |
13,025 |
13,025 |
13,180 |
|
| S3 |
12,876 |
12,967 |
13,166 |
|
| S4 |
12,727 |
12,818 |
13,125 |
|
|
| Weekly Pivots for week ending 07-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,741 |
13,655 |
13,208 |
|
| R3 |
13,492 |
13,406 |
13,140 |
|
| R2 |
13,243 |
13,243 |
13,117 |
|
| R1 |
13,157 |
13,157 |
13,094 |
13,200 |
| PP |
12,994 |
12,994 |
12,994 |
13,016 |
| S1 |
12,908 |
12,908 |
13,048 |
12,951 |
| S2 |
12,745 |
12,745 |
13,025 |
|
| S3 |
12,496 |
12,659 |
13,003 |
|
| S4 |
12,247 |
12,410 |
12,934 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
13,232 |
12,834 |
398 |
3.0% |
118 |
0.9% |
94% |
True |
False |
2,182 |
| 10 |
13,232 |
12,664 |
568 |
4.3% |
125 |
0.9% |
96% |
True |
False |
1,222 |
| 20 |
13,232 |
12,380 |
852 |
6.5% |
130 |
1.0% |
97% |
True |
False |
645 |
| 40 |
13,438 |
12,380 |
1,058 |
8.0% |
119 |
0.9% |
78% |
False |
False |
330 |
| 60 |
13,486 |
12,380 |
1,106 |
8.4% |
98 |
0.7% |
75% |
False |
False |
224 |
| 80 |
13,486 |
12,380 |
1,106 |
8.4% |
81 |
0.6% |
75% |
False |
False |
171 |
| 100 |
13,486 |
12,378 |
1,108 |
8.4% |
65 |
0.5% |
75% |
False |
False |
137 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,865 |
|
2.618 |
13,622 |
|
1.618 |
13,473 |
|
1.000 |
13,381 |
|
0.618 |
13,324 |
|
HIGH |
13,232 |
|
0.618 |
13,175 |
|
0.500 |
13,158 |
|
0.382 |
13,140 |
|
LOW |
13,083 |
|
0.618 |
12,991 |
|
1.000 |
12,934 |
|
1.618 |
12,842 |
|
2.618 |
12,693 |
|
4.250 |
12,450 |
|
|
| Fisher Pivots for day following 11-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
13,191 |
13,171 |
| PP |
13,174 |
13,135 |
| S1 |
13,158 |
13,099 |
|